Conventional depth adjusting devices of nail guns are generally installed inside the safety device, for example, TW Appl. No. 82216782 and 83214893 disclose a magazine that includes a nail loading frame and a nail pusher which are formed in one piece with plastic. The spring of the nail pusher is a conventional coil spring for a pushing member to push nails. However, the replacement of the integral structure is inconvenient and the conventional spring has many shortcomings that cause inconvenience for the operator.